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RandMatrixFunctions

This repository contains the code for reproducing the numerical examples in the paper "Speeding up Krylov subspace methods for computing f(A)b via randomization" by Alice Cortinovis, Daniel Kressner, and Yuji Nakatsukasa. Run the Matlab script "do_all_tests.m" in order to reproduce Figures 1--7 from the paper.

Dependencies

The following toolboxes are needed to run the tests:

References

https://arxiv.org/abs/2212.12758

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Code for the paper "Speeding up Krylov subspace methods for computing f(A)b via randomization"

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